Stochastic Partial Differential Equations

Stochastic Partial Differential Equations
Author: Helge Holden
Publisher: Springer Science & Business Media
Total Pages: 238
Release: 2013-12-01
Genre: Mathematics
ISBN: 1468492152

This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.

Stochastic Analysis and Related Topics II

Stochastic Analysis and Related Topics II
Author: Hayri Korezlioglu
Publisher: Springer
Total Pages: 281
Release: 2006-11-14
Genre: Mathematics
ISBN: 3540465960

The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.

Stochastic Analysis and Mathematical Physics

Stochastic Analysis and Mathematical Physics
Author: A.B. Cruzeiro
Publisher: Springer Science & Business Media
Total Pages: 162
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461201276

This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. It is a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics. Key topics covered include: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, and many others.

Handbook of Stochastic Analysis and Applications

Handbook of Stochastic Analysis and Applications
Author: D. Kannan
Publisher: CRC Press
Total Pages: 790
Release: 2001-10-23
Genre: Mathematics
ISBN: 1482294702

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Stochastic Analysis And Applications: Proceedings Of The Fifth Gregynog Symposium

Stochastic Analysis And Applications: Proceedings Of The Fifth Gregynog Symposium
Author: Ian M Davies
Publisher: World Scientific
Total Pages: 522
Release: 1996-03-20
Genre:
ISBN: 9814548111

This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.

Quantum Information IV

Quantum Information IV
Author: Takeyuki Hida
Publisher: World Scientific
Total Pages: 212
Release: 2002
Genre: Science
ISBN: 9789812380203

Annotation. ...study on the Power of Potential fluctuation in living cells...some properties of measure-valued processes with singular branching rate and other papers.

Control Theory and Related Topics

Control Theory and Related Topics
Author: Shanjian Tang
Publisher: World Scientific
Total Pages: 420
Release: 2007
Genre: Mathematics
ISBN: 9812705821

Professor Xunjing Li (1935–2003) was a pioneer in control theory in China. He was influential in the Chinese community of applied mathematics, and the global community of optimal control theory of distributed parameter systems. He has made very important contributions to the optimal control theory of distributed parameter systems, in particular regarding the first-order necessary conditions (Pontryagin-type maximum principle) for optimal control of nonlinear infinite-dimensional systems. This proceedings volume is a collection of original research papers or reviews authored or co-authored by Professor Li's former students, postdoctoral fellows, and mentored scholars in the areas of control theory, dynamic systems, mathematical finance, and stochastic analysis, among others. These articles show in some degree the influence of Professor Xunjing Li.

Barcelona Seminar on Stochastic Analysis

Barcelona Seminar on Stochastic Analysis
Author: Nualart
Publisher: Birkhäuser
Total Pages: 247
Release: 2012-12-06
Genre: Mathematics
ISBN: 3034885555

During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis. Prominent workers in this field visited the Center from all over the world for periods ranging from a few days to several weeks. To take advantage of the presence in Barcelona of so many special ists in stochastic analysis, we organized a workshop on the subject in Sant Feliu de Guixols (Girona) that provided an opportunity for them to ex change information and ideas about their current work. Topics discussed included: Analysis on the Wiener space, Anticipating Stochastic Calculus and its Applications, Correlation Inequalities, Stochastic Flows, Reflected Semimartingales, and others. This volume contains a refereed selection of contributions from some of the participants in this workshop. We are deeply indebted to the authors of the articles for these exposi tions of their valuable research contributions. We also would like to thank all the referees for their helpful advice in making the volume a reflection of the dynamic interchange that characterized the workshop. The success of the Seminar was due essentially to the enthusiasm and stimulating discus sions of all the participants in an informal and pleasant atmosphere. To all of them our warm gratitude.